| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
3,427.25 |
3,497.25 |
70.00 |
2.0% |
3,252.25 |
| High |
3,512.50 |
3,509.00 |
-3.50 |
-0.1% |
3,512.50 |
| Low |
3,418.75 |
3,447.75 |
29.00 |
0.8% |
3,234.25 |
| Close |
3,495.25 |
3,491.00 |
-4.25 |
-0.1% |
3,491.00 |
| Range |
93.75 |
61.25 |
-32.50 |
-34.7% |
278.25 |
| ATR |
75.92 |
74.88 |
-1.05 |
-1.4% |
0.00 |
| Volume |
2,562 |
1,804 |
-758 |
-29.6% |
15,622 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,666.25 |
3,640.00 |
3,524.75 |
|
| R3 |
3,605.00 |
3,578.75 |
3,507.75 |
|
| R2 |
3,543.75 |
3,543.75 |
3,502.25 |
|
| R1 |
3,517.50 |
3,517.50 |
3,496.50 |
3,500.00 |
| PP |
3,482.50 |
3,482.50 |
3,482.50 |
3,474.00 |
| S1 |
3,456.25 |
3,456.25 |
3,485.50 |
3,438.75 |
| S2 |
3,421.25 |
3,421.25 |
3,479.75 |
|
| S3 |
3,360.00 |
3,395.00 |
3,474.25 |
|
| S4 |
3,298.75 |
3,333.75 |
3,457.25 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,247.25 |
4,147.50 |
3,644.00 |
|
| R3 |
3,969.00 |
3,869.25 |
3,567.50 |
|
| R2 |
3,690.75 |
3,690.75 |
3,542.00 |
|
| R1 |
3,591.00 |
3,591.00 |
3,516.50 |
3,641.00 |
| PP |
3,412.50 |
3,412.50 |
3,412.50 |
3,437.50 |
| S1 |
3,312.75 |
3,312.75 |
3,465.50 |
3,362.50 |
| S2 |
3,134.25 |
3,134.25 |
3,440.00 |
|
| S3 |
2,856.00 |
3,034.50 |
3,414.50 |
|
| S4 |
2,577.75 |
2,756.25 |
3,338.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,512.50 |
3,234.25 |
278.25 |
8.0% |
94.00 |
2.7% |
92% |
False |
False |
3,124 |
| 10 |
3,512.50 |
3,215.75 |
296.75 |
8.5% |
86.50 |
2.5% |
93% |
False |
False |
2,560 |
| 20 |
3,532.00 |
3,215.75 |
316.25 |
9.1% |
69.50 |
2.0% |
87% |
False |
False |
2,041 |
| 40 |
3,532.00 |
3,190.25 |
341.75 |
9.8% |
67.75 |
1.9% |
88% |
False |
False |
2,135 |
| 60 |
3,568.50 |
3,190.25 |
378.25 |
10.8% |
64.50 |
1.8% |
80% |
False |
False |
1,482 |
| 80 |
3,568.50 |
3,173.00 |
395.50 |
11.3% |
58.75 |
1.7% |
80% |
False |
False |
1,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,769.25 |
|
2.618 |
3,669.25 |
|
1.618 |
3,608.00 |
|
1.000 |
3,570.25 |
|
0.618 |
3,546.75 |
|
HIGH |
3,509.00 |
|
0.618 |
3,485.50 |
|
0.500 |
3,478.50 |
|
0.382 |
3,471.25 |
|
LOW |
3,447.75 |
|
0.618 |
3,410.00 |
|
1.000 |
3,386.50 |
|
1.618 |
3,348.75 |
|
2.618 |
3,287.50 |
|
4.250 |
3,187.50 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
3,486.75 |
3,464.50 |
| PP |
3,482.50 |
3,438.25 |
| S1 |
3,478.50 |
3,411.75 |
|